Azaleas do have shallow roots, Judith, which are usually found in the top foot of soil. Those grown in dry conditions may have deeper roots that develop in search of water. Try using a pointed shovel rather than a spade because you need to sever the mass of fine feeder roots.
The condition of your hard soil may also be why the Azalea died. Typically, they like half Nature's Helper and half existing soil. If the existing soil is to hard, 1/3 top soil, 1/3 mushroom compost, 1/3 Nature's Helper. And the right amount of water because they have shallow roots. Could you be hitting rock or the roots of large trees or shrubs?
I would be somewhat cautious using mushroom compost with azaleas unless you've done a soil test because it has a relatively high pH, around 6.6 to 6.8, and they definitely prefer more acidic soil.
You are right DH. For a general bed amendment out here, I use all three. Our soils are quite acidic here. I still like 50% Natures Helper. My axaleas, rhodos, camellias are thriving and so gorgeous now. Although, with the finicky nature of the rhodos, I can't let them here me praise them.
use a reciprocating saw